量化分析/选股策略/cash-circulation.ipynb

{
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  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "参考文章：[公牛集团涉嫌垄断被立案调查：高毅、高瓴踩雷，公司具备“两头吃”实力\n",
    "](https://mp.weixin.qq.com/s/0BeEI0soWgxBzq3t4C_RDw)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 59,
   "metadata": {},
   "outputs": [],
   "source": [
    "import tushare as ts\n",
    "import pandas as pd\n",
    "\n",
    "#设置完整显示数据\n",
    "pd.set_option('display.max_rows', None)\n",
    "pd.set_option('display.max_columns', None)\n",
    "pd.set_option('display.width', None)\n",
    "pd.set_option('display.float_format', '{:,.2f}'.format)\n",
    "\n",
    "pro = ts.pro_api('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx')\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 72,
   "metadata": {},
   "outputs": [],
   "source": [
    "#时间段\n",
    "end_date = '20191231'\n",
    "\n",
    "#股票池\n",
    "stock_list = ['爱旭股份', '晶澳科技', '协鑫集成', '中环股份', '东方日升', '中来股份', '亿晶光电', '天合光能', '向日葵', '隆基股份', '通威股份', '正泰电器', '航天机电', '拓日新能']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 73,
   "metadata": {},
   "outputs": [],
   "source": [
    "stock_basic = pro.stock_basic(exchange='', list_status='L', fields='ts_code,name')\n",
    "stock_selections = stock_basic[stock_basic['name'].isin(stock_list)]\n",
    "\n",
    "data = pd.DataFrame()\n",
    "for ticker, name in zip(stock_selections['ts_code'], stock_selections['name']):\n",
    "    _bs = pro.balancesheet(ts_code=ticker, period=end_date, fields='ts_code,end_date, notes_receiv,accounts_receiv,adv_receipts,acct_payable,notes_payable,inventories')\n",
    "    _bs.drop_duplicates(subset=['ts_code','end_date'],keep='first',inplace=True)\n",
    "    _bs['name'] = name\n",
    "    data = data.append(_bs)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 74,
   "metadata": {},
   "outputs": [
    {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ts_code</th>\n",
       "      <th>end_date</th>\n",
       "      <th>notes_receiv</th>\n",
       "      <th>accounts_receiv</th>\n",
       "      <th>inventories</th>\n",
       "      <th>notes_payable</th>\n",
       "      <th>acct_payable</th>\n",
       "      <th>adv_receipts</th>\n",
       "      <th>name</th>\n",
       "      <th>cash_circulation</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002129.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>919,559,682.23</td>\n",
       "      <td>2,451,158,753.86</td>\n",
       "      <td>1,554,371,466.57</td>\n",
       "      <td>3,282,709,952.84</td>\n",
       "      <td>2,990,767,032.10</td>\n",
       "      <td>1,185,398,774.91</td>\n",
       "      <td>中环股份</td>\n",
       "      <td>3,453,345,539.42</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002218.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>4,047,430.24</td>\n",
       "      <td>1,035,962,451.43</td>\n",
       "      <td>330,523,114.05</td>\n",
       "      <td>419,838,135.45</td>\n",
       "      <td>211,234,655.27</td>\n",
       "      <td>50,519,165.61</td>\n",
       "      <td>拓日新能</td>\n",
       "      <td>-684,893,609.15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002459.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>0.00</td>\n",
       "      <td>3,888,704,282.90</td>\n",
       "      <td>2,780,391,890.86</td>\n",
       "      <td>1,654,676,566.72</td>\n",
       "      <td>2,800,390,234.26</td>\n",
       "      <td>1,804,174,970.46</td>\n",
       "      <td>晶澳科技</td>\n",
       "      <td>-409,854,402.32</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002506.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>143,197,242.12</td>\n",
       "      <td>1,999,819,361.88</td>\n",
       "      <td>1,373,678,560.29</td>\n",
       "      <td>943,148,948.22</td>\n",
       "      <td>2,677,497,417.47</td>\n",
       "      <td>932,533,245.94</td>\n",
       "      <td>协鑫集成</td>\n",
       "      <td>1,179,681,689.46</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>300111.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>0.00</td>\n",
       "      <td>73,262,066.35</td>\n",
       "      <td>78,077,811.94</td>\n",
       "      <td>37,496,000.00</td>\n",
       "      <td>75,456,024.77</td>\n",
       "      <td>2,668,261.03</td>\n",
       "      <td>向日葵</td>\n",
       "      <td>-35,719,592.49</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "     ts_code  end_date   notes_receiv  accounts_receiv      inventories  \\\n",
       "0  002129.SZ  20191231 919,559,682.23 2,451,158,753.86 1,554,371,466.57   \n",
       "0  002218.SZ  20191231   4,047,430.24 1,035,962,451.43   330,523,114.05   \n",
       "0  002459.SZ  20191231           0.00 3,888,704,282.90 2,780,391,890.86   \n",
       "0  002506.SZ  20191231 143,197,242.12 1,999,819,361.88 1,373,678,560.29   \n",
       "0  300111.SZ  20191231           0.00    73,262,066.35    78,077,811.94   \n",
       "\n",
       "     notes_payable     acct_payable     adv_receipts  name  cash_circulation  \n",
       "0 3,282,709,952.84 2,990,767,032.10 1,185,398,774.91  中环股份  3,453,345,539.42  \n",
       "0   419,838,135.45   211,234,655.27    50,519,165.61  拓日新能   -684,893,609.15  \n",
       "0 1,654,676,566.72 2,800,390,234.26 1,804,174,970.46  晶澳科技   -409,854,402.32  \n",
       "0   943,148,948.22 2,677,497,417.47   932,533,245.94  协鑫集成  1,179,681,689.46  \n",
       "0    37,496,000.00    75,456,024.77     2,668,261.03   向日葵    -35,719,592.49  "
      ]
     },
     "execution_count": 74,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data = data.fillna(0)\n",
    "data['cash_circulation'] = data['adv_receipts'] + data['acct_payable'] + data['notes_payable']  - data['accounts_receiv'] - data['inventories']\n",
    "data.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 75,
   "metadata": {},
   "outputs": [
    {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>ts_code</th>\n",
       "      <th>end_date</th>\n",
       "      <th>notes_receiv</th>\n",
       "      <th>accounts_receiv</th>\n",
       "      <th>inventories</th>\n",
       "      <th>notes_payable</th>\n",
       "      <th>acct_payable</th>\n",
       "      <th>adv_receipts</th>\n",
       "      <th>name</th>\n",
       "      <th>cash_circulation</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>601012.SH</td>\n",
       "      <td>20191231</td>\n",
       "      <td>4,553,400,751.13</td>\n",
       "      <td>3,825,745,270.65</td>\n",
       "      <td>6,356,144,784.78</td>\n",
       "      <td>8,111,877,027.54</td>\n",
       "      <td>5,602,048,097.26</td>\n",
       "      <td>3,679,503,563.97</td>\n",
       "      <td>隆基股份</td>\n",
       "      <td>7,211,538,633.34</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>600438.SH</td>\n",
       "      <td>20191231</td>\n",
       "      <td>457,074,006.31</td>\n",
       "      <td>1,672,241,936.75</td>\n",
       "      <td>2,415,680,873.20</td>\n",
       "      <td>5,294,623,239.24</td>\n",
       "      <td>3,609,038,689.71</td>\n",
       "      <td>1,571,445,278.97</td>\n",
       "      <td>通威股份</td>\n",
       "      <td>6,387,184,397.97</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>300118.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>156,455,804.00</td>\n",
       "      <td>3,083,648,532.01</td>\n",
       "      <td>1,675,606,730.70</td>\n",
       "      <td>4,366,194,251.65</td>\n",
       "      <td>3,591,113,609.05</td>\n",
       "      <td>801,335,938.12</td>\n",
       "      <td>东方日升</td>\n",
       "      <td>3,999,388,536.11</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002129.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>919,559,682.23</td>\n",
       "      <td>2,451,158,753.86</td>\n",
       "      <td>1,554,371,466.57</td>\n",
       "      <td>3,282,709,952.84</td>\n",
       "      <td>2,990,767,032.10</td>\n",
       "      <td>1,185,398,774.91</td>\n",
       "      <td>中环股份</td>\n",
       "      <td>3,453,345,539.42</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>600732.SH</td>\n",
       "      <td>20191231</td>\n",
       "      <td>578,926,491.19</td>\n",
       "      <td>44,517,575.74</td>\n",
       "      <td>241,127,237.19</td>\n",
       "      <td>1,708,589,101.38</td>\n",
       "      <td>711,835,799.65</td>\n",
       "      <td>379,101,872.53</td>\n",
       "      <td>爱旭股份</td>\n",
       "      <td>2,513,881,960.63</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002506.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>143,197,242.12</td>\n",
       "      <td>1,999,819,361.88</td>\n",
       "      <td>1,373,678,560.29</td>\n",
       "      <td>943,148,948.22</td>\n",
       "      <td>2,677,497,417.47</td>\n",
       "      <td>932,533,245.94</td>\n",
       "      <td>协鑫集成</td>\n",
       "      <td>1,179,681,689.46</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>688599.SH</td>\n",
       "      <td>20191231</td>\n",
       "      <td>0.00</td>\n",
       "      <td>4,660,378,035.66</td>\n",
       "      <td>5,616,828,465.17</td>\n",
       "      <td>4,693,785,705.22</td>\n",
       "      <td>4,483,214,091.63</td>\n",
       "      <td>1,825,660,229.89</td>\n",
       "      <td>天合光能</td>\n",
       "      <td>725,453,525.91</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>600537.SH</td>\n",
       "      <td>20191231</td>\n",
       "      <td>179,017,896.56</td>\n",
       "      <td>864,180,851.18</td>\n",
       "      <td>309,884,670.85</td>\n",
       "      <td>799,881,117.38</td>\n",
       "      <td>569,042,029.75</td>\n",
       "      <td>208,554,624.33</td>\n",
       "      <td>亿晶光电</td>\n",
       "      <td>403,412,249.43</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>300393.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>287,360,632.91</td>\n",
       "      <td>704,935,702.26</td>\n",
       "      <td>767,842,493.75</td>\n",
       "      <td>750,872,263.81</td>\n",
       "      <td>832,869,838.07</td>\n",
       "      <td>61,886,695.42</td>\n",
       "      <td>中来股份</td>\n",
       "      <td>172,850,601.29</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>300111.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>0.00</td>\n",
       "      <td>73,262,066.35</td>\n",
       "      <td>78,077,811.94</td>\n",
       "      <td>37,496,000.00</td>\n",
       "      <td>75,456,024.77</td>\n",
       "      <td>2,668,261.03</td>\n",
       "      <td>向日葵</td>\n",
       "      <td>-35,719,592.49</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>600151.SH</td>\n",
       "      <td>20191231</td>\n",
       "      <td>46,005,912.97</td>\n",
       "      <td>1,677,422,880.95</td>\n",
       "      <td>758,134,963.37</td>\n",
       "      <td>1,055,193,637.79</td>\n",
       "      <td>1,070,413,804.47</td>\n",
       "      <td>145,711,159.95</td>\n",
       "      <td>航天机电</td>\n",
       "      <td>-164,239,242.11</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002459.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>0.00</td>\n",
       "      <td>3,888,704,282.90</td>\n",
       "      <td>2,780,391,890.86</td>\n",
       "      <td>1,654,676,566.72</td>\n",
       "      <td>2,800,390,234.26</td>\n",
       "      <td>1,804,174,970.46</td>\n",
       "      <td>晶澳科技</td>\n",
       "      <td>-409,854,402.32</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>002218.SZ</td>\n",
       "      <td>20191231</td>\n",
       "      <td>4,047,430.24</td>\n",
       "      <td>1,035,962,451.43</td>\n",
       "      <td>330,523,114.05</td>\n",
       "      <td>419,838,135.45</td>\n",
       "      <td>211,234,655.27</td>\n",
       "      <td>50,519,165.61</td>\n",
       "      <td>拓日新能</td>\n",
       "      <td>-684,893,609.15</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>601877.SH</td>\n",
       "      <td>20191231</td>\n",
       "      <td>3,285,528,968.63</td>\n",
       "      <td>8,639,445,869.72</td>\n",
       "      <td>4,909,788,348.02</td>\n",
       "      <td>4,249,445,345.72</td>\n",
       "      <td>6,187,907,150.63</td>\n",
       "      <td>1,237,629,307.43</td>\n",
       "      <td>正泰电器</td>\n",
       "      <td>-1,874,252,413.96</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
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      "text/plain": [
       "     ts_code  end_date     notes_receiv  accounts_receiv      inventories  \\\n",
       "0  601012.SH  20191231 4,553,400,751.13 3,825,745,270.65 6,356,144,784.78   \n",
       "0  600438.SH  20191231   457,074,006.31 1,672,241,936.75 2,415,680,873.20   \n",
       "0  300118.SZ  20191231   156,455,804.00 3,083,648,532.01 1,675,606,730.70   \n",
       "0  002129.SZ  20191231   919,559,682.23 2,451,158,753.86 1,554,371,466.57   \n",
       "0  600732.SH  20191231   578,926,491.19    44,517,575.74   241,127,237.19   \n",
       "0  002506.SZ  20191231   143,197,242.12 1,999,819,361.88 1,373,678,560.29   \n",
       "0  688599.SH  20191231             0.00 4,660,378,035.66 5,616,828,465.17   \n",
       "0  600537.SH  20191231   179,017,896.56   864,180,851.18   309,884,670.85   \n",
       "0  300393.SZ  20191231   287,360,632.91   704,935,702.26   767,842,493.75   \n",
       "0  300111.SZ  20191231             0.00    73,262,066.35    78,077,811.94   \n",
       "0  600151.SH  20191231    46,005,912.97 1,677,422,880.95   758,134,963.37   \n",
       "0  002459.SZ  20191231             0.00 3,888,704,282.90 2,780,391,890.86   \n",
       "0  002218.SZ  20191231     4,047,430.24 1,035,962,451.43   330,523,114.05   \n",
       "0  601877.SH  20191231 3,285,528,968.63 8,639,445,869.72 4,909,788,348.02   \n",
       "\n",
       "     notes_payable     acct_payable     adv_receipts  name  cash_circulation  \n",
       "0 8,111,877,027.54 5,602,048,097.26 3,679,503,563.97  隆基股份  7,211,538,633.34  \n",
       "0 5,294,623,239.24 3,609,038,689.71 1,571,445,278.97  通威股份  6,387,184,397.97  \n",
       "0 4,366,194,251.65 3,591,113,609.05   801,335,938.12  东方日升  3,999,388,536.11  \n",
       "0 3,282,709,952.84 2,990,767,032.10 1,185,398,774.91  中环股份  3,453,345,539.42  \n",
       "0 1,708,589,101.38   711,835,799.65   379,101,872.53  爱旭股份  2,513,881,960.63  \n",
       "0   943,148,948.22 2,677,497,417.47   932,533,245.94  协鑫集成  1,179,681,689.46  \n",
       "0 4,693,785,705.22 4,483,214,091.63 1,825,660,229.89  天合光能    725,453,525.91  \n",
       "0   799,881,117.38   569,042,029.75   208,554,624.33  亿晶光电    403,412,249.43  \n",
       "0   750,872,263.81   832,869,838.07    61,886,695.42  中来股份    172,850,601.29  \n",
       "0    37,496,000.00    75,456,024.77     2,668,261.03   向日葵    -35,719,592.49  \n",
       "0 1,055,193,637.79 1,070,413,804.47   145,711,159.95  航天机电   -164,239,242.11  \n",
       "0 1,654,676,566.72 2,800,390,234.26 1,804,174,970.46  晶澳科技   -409,854,402.32  \n",
       "0   419,838,135.45   211,234,655.27    50,519,165.61  拓日新能   -684,893,609.15  \n",
       "0 4,249,445,345.72 6,187,907,150.63 1,237,629,307.43  正泰电器 -1,874,252,413.96  "
      ]
     },
     "execution_count": 75,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.sort_values(by='cash_circulation', ascending=False)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "![](https://fenc.wang/imgs/2020/08/3565654bfbe9ffa0.png)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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